Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27450 SG-SMIC@EC2509A

Call / Underlying: 0981 SMIC

Disclaimer


The Warrants Calculator enables you to calculate the theoretical value of a warrant and to learn how different factors affect the theoretical value of a warrant. All factors that may affect the actual price of a warrant may not be included in the model. The warrant calculator assumes the warrant is European Style only.

The Warrants Calculator is only intended for the purposes of education and reference and do not constitute an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, or provide any investment advice or service.

Warrants Calculator

Simulated Results

  • Underlying Price
    44.85
  • Underlying Change
    0.00%
  • Delta
    100.00%
  • Warrant Price
    2.470
  • Warrant Change
    0.00%
  • Effective Gearing0.0X
  • Theta
    -0.005%
  • Vega
    0.000%
  •   
Underlying PriceImplied Volatility
0.90%0.95%1.00%1.05%1.10%
44.552.4402.4402.4402.4402.440
44.602.4452.4452.4452.4452.445
44.652.4502.4502.4502.4502.450
44.702.4552.4552.4552.4552.455
44.752.4602.4602.4602.4602.460
44.802.4652.4652.4652.4652.465
44.852.4702.4702.4702.4702.470
44.902.4752.4752.4752.4752.475
44.952.4802.4802.4802.4802.480
45.002.4852.4852.4852.4852.485